Anic Equity¶

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Total return since start: 0.582 %¶

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Equity now: -----------------------------> 48327.31 Kr¶

Max Equity ever reached: ------------> 52072.52 Kr¶

Portfolio value: --------------------------> 46127.33 Kr¶

PnL: ---------------------------------------> -2094.92 Kr¶

DD now: ---------------------------------> -7.192 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-03-13 13:19:04.492052'

Anic Portfolio¶

Today¶

Return: -0.297 %¶

This Week¶

Return: -0.297 %¶

Total¶

Return: 58.211 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sivers Semiconductors 90 -9.120000 829.350000 131.350000 18.820000 698.000040
VBG GROUP B 4 -3.560000 650.000000 42.000000 6.910000 608.000000
Tobii Dynavox 109 -1.310000 2753.890000 31.890000 1.170000 2721.999993
Nordisk Bergteknik B 130 -2.720000 4186.000000 22.000000 0.530000 4163.999970
Stillfront Group 38 -2.540000 707.370000 21.370000 3.120000 686.000016
Tietoevry 2 -1.810000 649.600000 11.600000 1.820000 638.000000
MEKO 13 -1.870000 1565.200000 11.200000 0.720000 1554.000006
Vitec Software Group B 1 -1.610000 495.400000 10.400000 2.140000 485.000000
SKF A 3 -3.860000 589.800000 -3.200000 -0.540000 593.000001
Mycronic 3 -3.050000 647.400000 -4.600000 -0.710000 651.999999
SKF B 3 -4.000000 590.100000 -5.900000 -0.990000 596.000001
G5 Entertainment 3 -1.620000 565.500000 -6.500000 -1.140000 572.000001
Addnode Group B 6 -2.350000 697.200000 -11.800000 -1.660000 709.000002
ASSA ABLOY B 2 -1.720000 501.800000 -12.200000 -2.370000 514.000000
Embracer Group B 14 -5.560000 670.880000 -18.120000 -2.630000 689.000004
ITAB Shop Concept 56 -2.910000 672.000000 -19.000000 -2.750000 691.000016
ACQ Bure SPAC 36 -0.210000 3470.400000 -19.600000 -0.560000 3489.999984
Husqvarna A 7 -3.320000 611.800000 -21.200000 -3.350000 632.999997
Loomis 6 -2.440000 2017.200000 -25.800000 -1.260000 2043.000000
Husqvarna B 7 -3.320000 612.220000 -27.780000 -4.340000 639.999997
Fastighetsbolag. Emilshus Pref 21 -3.060000 532.350000 -29.650000 -5.280000 562.000005
Rejlers B 6 -2.520000 927.600000 -34.400000 -3.580000 961.999998
Avanza Bank Holding 2 -7.260000 475.000000 -36.000000 -7.050000 511.000000
Swedbank A 3 -3.420000 576.750000 -41.250000 -6.670000 618.000000
Arion Banki SDB 61 -2.370000 653.920000 -43.080000 -6.180000 697.000030
Lagercrantz Group B 5 -2.760000 563.000000 -44.000000 -7.250000 607.000000
Collector Bank 29 -6.420000 1189.730000 -44.270000 -3.590000 1233.999996
Norva24 Group 12 -3.780000 354.000000 -53.250000 -13.080000 407.250000
Mips 1 -2.850000 469.800000 -59.200000 -11.190000 529.000000
Nordea Bank Abp 30 -4.010000 3700.800000 -62.200000 -1.650000 3762.999990
Dustin Group 18 -5.120000 607.680000 -62.320000 -9.300000 669.999996
Fastighetsbolaget Emilshus B 23 14.920000 620.890000 -74.110000 -10.660000 694.999993
AFRY 3 -2.920000 518.700000 -76.300000 -12.820000 594.999999
Viaplay Group B 4 -5.980000 942.800000 -94.200000 -9.080000 1037.000000
Beijer Alma B 9 -2.420000 1818.000000 -136.000000 -6.960000 1953.999999
RVRC Holding 17 -4.850000 540.600000 -142.400000 -20.850000 683.000007
Fasadgruppen Group 38 0.780000 3914.000000 -276.000000 -6.590000 4190.000004
Alimak Group 11 -0.320000 693.000000 -300.000000 -30.210000 992.999997
Camurus 16 -3.230000 3545.600000 -592.400000 -14.320000 4138.000000
TOTAL 46127.330000 -2094.920000 -7.1923% 48222.250041

Updated:¶

'2023-03-13 13:19:18.511708'
None

Last optimization/rebalancing:¶

'2023-02-12'

Next optimization/rebalancing:¶

'2023-03-24'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶